With all things mothering, it's best to try not to get too freaked about about the things you can't control. Your daughter's imagination is one of those things. Rather than try to put and end to her train of thought, see if you can guide it to someplace more comfortable for all of you. She's clearly not ready to let her imaginary sibling go. Trying to get her to give up this idea will only make her hold on tighter. From her point of view she is protective older sister keeping her brothers existence alive.
If you and your husband are open to the possibility of another child sometime, perhaps you would feel comfortable telling your daughter that there might be another baby waiting to be part of your family at some point, perhaps even a brother. Explain that you and her Dad don't what will happen for sure. That not even parents are completely in control which babies or even if babies will be born into their families. That babies are a gift from god, from nature, from the universe, whatever you are comfortable with.
You can talk about what a gift she was and is to you and your husband. And how blessed you felt to have her for your very own. Tell he she may be right about there being a brother waiting in the wings. You and her Dad can't know for sure. What you do know is if your family is meant to be blessed with a second child it will happen at the right time for that baby and not before. Let her know that you are sure that if there is a baby brother waiting in the wings, he isn't lonely or scared. That he is where he should be for now. And if your family is supposed to grow then it will happen when it's supposed to.
My son, Max, had an imaginary friend a two year old. By the time he turned three, "Richard" had left us but an older sister, Alice had arrived. Imaginary Alice wasn't as regular a presence as Richard had been, she was less constant to and she seemed to be getting younger over time.
Later that year I got pregnant. We waited three months to tell anyone as I had miscarried a couple of times. Max was one of the first people we told. When we did tell him, he reacted very strongly. "Shh", he said, "That is my secret. Don't tell it." He told us that he knew we were going to have a baby and that her name was Alice. When I explained that nobody knew if our baby would be a boy or a girl, Max was adamant that she was a girl, she was his sister, Alice.
We decided to find out about the baby's sex as I wanted time to get my very stubborn son used to the idea if he had a little brother on the way.
Our daughter Anna was the first girl born into my husband's family in 95 years. We told Max he could pick the inside name, Alice, but that the parents got to pick the outside name.
Hope this helps.